finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions...

asset pricing refers to a formal treatment and development of two interrelated pricing principles, outlined below, together with the resultant models...

arbitrage pricing theory (APT) is a multi-factor model for asset pricing which relates various macro-economic (systematic) risk variables to the pricing of financial...

The consumption-based capital asset pricing model (CCAPM) is a model of the determination of expected (i.e. required) return on an investment. The foundations...

objective capital asset pricing model. Even without the assumption of an agreement, it is possible to set rational limits on capital asset value. For...

In asset pricing and portfolio management the Fama–French three-factor model is a statistical model designed in 1992 by Eugene Fama and Kenneth French...

Equilibrium pricing Equities; foreign exchange and commodities Capital asset pricing model Consumption-based CAPM Intertemporal CAPM Single-index model Multiple...

generally extensions of the single-factor capital asset pricing model (CAPM). The multifactor equity risk model was first developed by Barr Rosenberg and...

intertemporal capital asset pricing model, or ICAPM, is an alternative to the CAPM provided by Robert Merton. It is a linear factor model with wealth as...

key input into cost of capital calculations such as those performed using the capital asset pricing model. The cost of capital at risk then is the sum...